Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 290'593 | 100'000 | 50'819 CHF | 18'513 CHF | 100.00% | 100.00% |
19.11.2024 | 5.86% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 276'705 | 98'650 | 49'936 CHF | 18'824 CHF | 100.00% | 100.00% |
18.11.2024 | 5.92% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 311'792 | 100'000 | 51'094 CHF | 17'410 CHF | 100.00% | 100.00% |
15.11.2024 | 7.22% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 332'411 | 98'303 | 49'981 CHF | 15'788 CHF | 100.00% | 100.00% |
14.11.2024 | 7.82% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 389'082 | 99'349 | 50'229 CHF | 13'844 CHF | 99.28% | 99.28% |
13.11.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 344'454 | 99'335 | 50'440 CHF | 15'572 CHF | 84.51% | 84.51% |
12.11.2024 | 6.27% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 330'731 | 100'000 | 51'074 CHF | 16'463 CHF | 100.00% | 100.00% |
11.11.2024 | 5.06% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 264'355 | 100'000 | 50'873 CHF | 20'275 CHF | 100.00% | 100.00% |
08.11.2024 | 4.84% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 249'789 | 100'000 | 50'363 CHF | 21'191 CHF | 100.00% | 100.00% |
07.11.2024 | 4.87% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 245'998 | 99'694 | 50'237 CHF | 21'412 CHF | 100.00% | 100.00% |